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Locally Ideal Formulations for Piecewise Linear Functions with Indicator Variables

Srikrishna Sridhar(srikris***at***cs.wisc.edu)
Jeff Linderoth(linderoth***at***wisc.edu)
James Luedtke(jrluedt1***at***wisc.edu)

Abstract: In this paper, we consider mixed integer linear programming (MIP) formulations for piecewise linear functions (PLFs) that are evaluated when an indicator variable is turned on. We describe modifications to standard MIP formulations for PLFs with desirable theoretical properties and superior computational performance in this context.

Keywords: Pieceise Linear Functions; Integer Programming Modeling; Indicator Variables

Category 1: Integer Programming ((Mixed) Integer Linear Programming )

Category 2: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 3: Applications -- Science and Engineering

Citation: Technical Report #1788, Computer Sciences Department, University of Wisconsin-Madison.

Download: [PDF]

Entry Submitted: 04/12/2013
Entry Accepted: 04/12/2013
Entry Last Modified: 04/12/2013

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